If you're sure you have a male,I wouldn't worry about it.If your bird is a hen (and yes,girls do it too),you ought to remove the toy in question and practice "birth control" methods,of cutting back the daylight hours,rearranging things,changing your feeding schedule around,things like that.You don't want her to start dropping eggs,if it is a her.Males don't lay eggs,so it's not a worry for them.